V-Lab
Brand Engagement Network Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
112.54%
increased by 3.46%
1 Week
126.18%
increased by 17.10%
1 Month
164.23%
increased by 55.15%
Analysis last updated: Friday, August 21, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 2, 2021 to Aug 21, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 27 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3298 | 1.28 |
α ARCH Response to squared shocks | 0.2206 | 2.80*** |
β GARCH Volatility persistence | 0.7541 | 11.42*** |
Spline Coefficients
K=9
| γ1 | 5.0210 | 1.19 |
| γ2 | -5.9567 | -0.74 |
| γ3 | 8.7859 | 1.11 |
| γ4 | -14.7358 | -1.62 |
| γ5 | 15.6952 | 1.79* |
| γ6 | -17.0311 | -2.48** |
| γ7 | 8.2794 | 0.86 |
| γ8 | 1.0041 | 0.10 |
| γ9 | -1.5188 | -0.28 |
Persistence:
0.975
Half-life:
27 days
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